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Global bond risk premia under falling stars

Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014580460

Predicting stock returns : a regime-switching combination approach and economic links

Zhu, Xiaoneng; Zhu, Jie - In: Journal of banking & finance 37 (2013) 11, pp. 4120-4133

Persistent link: https://www.econbiz.de/10010245613

Multi-factor volatility and stock returns

He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Journal of banking & finance 61 (2015) 2, pp. 132-149

Persistent link: https://www.econbiz.de/10011585515

Asset prices and economic fluctuations : the implications of stochastic volatility

Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140

Persistent link: https://www.econbiz.de/10011756611

Dynamic factors and asset pricing : international and further U.S. evidence

He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39

Persistent link: https://www.econbiz.de/10011471528

Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market

Ling, Aifan; Li, Jinlong; Zhang, Yugui - In: Pacific-Basin finance journal 80 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014463311

Talent management practices for firms' absorptive capacity in a host country : a study of the Chinese diaspora in Russia

Latukha, Marina; Zhang, Yugui; Panibratov, Andrej Ju.; … - In: Critical perspectives on international business 19 (2023) 2, pp. 181-205

Persistent link: https://www.econbiz.de/10014324863

Can Firms with Higher ESG Ratings Bear Higher Bank Systemic Tail Risk Spillover? — Evidence from Chinese A-Share Market

Ling, Aifan; Li, Jinlong; Zhang, Yugui - 2022

This paper constructs six indices to measure tail risk spillover from bank system to firms (TRiskSB2F) and studies how ESG ratings of firms affect TRiskSB2F. Empirical results find that firms with high ESG ratings can bear the higher TRiskSB2F, and one standard deviation increases in the...

Persistent link: https://www.econbiz.de/10014239308

The Belt and Road Initiative : a systematic literature review and future research agenda

Panibratov, Andrej Ju.; Kalinin, Alexey; Zhang, Yugui; … - In: Eurasian geography and economics 63 (2022) 1, pp. 82-115

Persistent link: https://www.econbiz.de/10012821480

Pricing volatility of stock returns with volatile and persistent components

Zhu, Jie - In: Financial markets and portfolio management 23 (2009) 3, pp. 243-269

Persistent link: https://www.econbiz.de/10003889901